coamo2 / BarraLinks
Barra Multifactor Model
☆143Updated 5 years ago
Alternatives and similar repositories for Barra
Users that are interested in Barra are comparing it to the libraries listed below
Sorting:
- Provide risk forecasts by Barra China Equity Model☆166Updated 6 years ago
- Barra-Multiple-factor-risk-model☆141Updated 8 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆64Updated 7 years ago
- Barra CNE6 因子构建☆300Updated 5 years ago
- A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…☆65Updated 4 years ago
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆92Updated 5 years ago
- 因子构建、单因子测试☆71Updated 4 years ago
- 因子回测框架☆115Updated 2 years ago
- ☆195Updated 4 years ago
- 本文通过gplearn模型,结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统,主要针对股指期货操作。☆127Updated last year
- 沪深300指数增强模型☆84Updated 5 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆122Updated 5 years ago
- ☆144Updated 2 months ago
- BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)☆118Updated 3 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆184Updated 2 years ago
- 改进gplearn,主要使用在股票公式挖掘☆97Updated 5 years ago
- 升级后的gplearn, 支持包含时序和截面参数的自定义函数,例如均线☆61Updated last year
- Benchmark Dataset of Limit Order Book in China Markets☆207Updated 4 years ago
- 以wind为数据源的基金单期brinson业绩归因☆82Updated 5 years ago
- 对GPLearn完成了三维改造,并且增加了IC,IR,RankIC等指标,增加了样本内样本外的数据保存,增加了基于IC追踪所有generation中符合要求的因子并保存的功能。☆144Updated 2 years ago
- Campisi纯债型基金业绩归因模型程序,适用于中国市场,需要有Wind的API接口权限☆41Updated last year
- ☆108Updated 5 years ago
- 多因子指数增强策略/多因子全流程实现☆321Updated last year
- 根据20170925-华泰期货-CTA量化策略因子系列(二):动量因子研报进行复现☆29Updated 2 years ago
- 多因子模型相关☆22Updated 4 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆62Updated 2 years ago
- ☆165Updated last year
- 沪深300指数纯因子组合构建☆52Updated 6 years ago
- Python Data Analysis and Financial Calculation☆66Updated 5 years ago
- Machine Learning-Driven Quantamental Investing☆132Updated 5 years ago